Calamos Nasdaq-100 Structured Alt Protection ETF – September (US12811T8606) - Seasonality

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Calamos Nasdaq-100 Structured Alt Protection ETF – September (US12811T8606) - Seasonality

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Correlation

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	100%	100%	100%	100%	100%	100%	100%	100%	100%	50%	100%	100%
Average return %	+0.67%	-0.17%	-1.00%	+1.56%	+1.60%	+0.91%	+0.63%	+0.53%	+0.97%	+0.27%	+0.56%	+0.34%
2026	+0.51%	-0.15%	-0.55%	+2.39%	+0.83%	+0.27%	+0.50%	+0.53%	-0.18%	--	--	--
2025	+0.83%	-0.20%	-1.45%	+0.72%	+2.37%	+1.54%	+0.76%	+0.53%	+0.97%	+0.63%	+0.07%	+0.29%
2024	--	--	--	--	--	--	--	--	--	-0.09%	+1.05%	+0.40%

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